Estimation of noisy sinusoids instantaneous frequency by Kalman filtering [articol]

Abstract

The paper adresses the problem of estimating the instantaneous frequency of discrete time sinusoids imbedded in Gaussian noise. The proposed method is based on a model of the signal phase as a polynomial. This approach offers the opportunity to represent these signals by an adequate state space model and to apply standard Kalman filtering procedures in view to estimate the parameters of the phase polynomial. Procedure simulations were made on linear chirp sinusoids and are consistent with the theoretical approach. The paper presents the most important results.